Anic Equity¶

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Total return since start: 0.662 %¶

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Equity now: -----------------------------> 50777.01 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 43400.54 Kr¶

PnL: ---------------------------------------> -302.05 Kr¶

DD now: ---------------------------------> -4.411 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-19 15:23:48.115682'

Anic Portfolio¶

Today¶

Return: 0.05 %¶

This Week¶

Return: 0.05 %¶

Total portfolio value¶

Return including deposits: 66.231 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hexagon B 26 -0.450000 3437.200000 26.000000 0.760000 3411.200000
INVISIO 15 -0.830000 3585.000000 22.500000 0.630000 3562.500000
Orrön Energy 170 -2.100000 2062.950000 22.100000 1.080000 2040.850000
Vitec Software Group B 2 -0.620000 1119.000000 18.000000 1.630000 1101.000000
Profoto Holding 7 0.240000 596.400000 14.400000 2.470000 581.999999
Nederman Holding 1 -1.390000 213.000000 14.000000 7.040000 199.000000
Sagax B 4 -0.660000 896.400000 13.200000 1.490000 883.200000
Hexatronic Group 15 2.830000 1080.600000 12.900000 1.210000 1067.700000
Sagax A 4 0.000000 896.000000 12.000000 1.360000 884.000000
BHG Group 109 -4.720000 1428.990000 9.810000 0.690000 1419.180000
HEXPOL B 8 0.000000 964.800000 9.600000 1.010000 955.200000
Latour B 4 -2.130000 862.000000 8.000000 0.940000 854.000000
Platzer Fastigheter Holding B 12 -0.620000 956.400000 7.200000 0.760000 949.200000
Hennes & Mauritz B 6 -0.340000 917.160000 7.200000 0.790000 909.960000
Atrium Ljungberg B 5 0.000000 908.500000 7.000000 0.780000 901.500000
Addnode Group B 7 -1.970000 907.900000 4.900000 0.540000 903.000000
SKF B 5 -1.110000 980.500000 2.500000 0.260000 978.000000
ASSA ABLOY B 4 -1.230000 993.200000 2.400000 0.240000 990.800000
Sandvik 4 -1.300000 847.200000 1.600000 0.190000 845.600000
Biotage 1 -7.160000 146.500000 -1.000000 -0.680000 147.500000
AcadeMedia 20 -1.020000 974.400000 -1.200000 -0.120000 975.600000
BioGaia B 8 -1.830000 900.800000 -1.600000 -0.180000 902.400000
Eastnine 6 -1.270000 654.000000 -3.000000 -0.460000 657.000000
OX2 12 -3.720000 900.600000 -6.000000 -0.660000 906.600000
EQT 4 -2.350000 864.800000 -6.000000 -0.690000 870.800000
Gränges 10 3.320000 1028.000000 -8.000000 -0.770000 1036.000000
Vitrolife 3 -2.200000 667.800000 -9.200000 -1.360000 677.000001
Alimak Group 12 -1.070000 994.800000 -9.600000 -0.960000 1004.400000
JM 7 -2.770000 935.200000 -12.600000 -1.330000 947.800000
Catena 2 -1.550000 789.600000 -14.000000 -1.740000 803.600000
Investor B 3 -1.720000 643.500000 -14.500000 -2.200000 657.999999
Byggmax Group 33 -3.100000 949.740000 -15.180000 -1.570000 964.920000
Creaspac SPAC 40 -0.520000 3808.000000 -16.000000 -0.420000 3824.000000
Hoist Finance 36 -1.800000 981.000000 -27.000000 -2.680000 1008.000000
VEF 788 -2.400000 1858.100000 -39.400000 -2.080000 1897.504000
Sedana Medical 93 -1.930000 2650.500000 -333.080000 -11.160000 2983.577733
TOTAL 43400.540000 -302.050000 -4.41138% 43702.591732

Updated:¶

'2023-06-19 15:24:04.664748'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶